Trading Metrics calculated at close of trading on 31-Jan-2005 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2005 |
31-Jan-2005 |
Change |
Change % |
Previous Week |
Open |
10,470.60 |
10,428.80 |
-41.80 |
-0.4% |
10,393.60 |
High |
10,488.40 |
10,510.20 |
21.80 |
0.2% |
10,532.00 |
Low |
10,386.60 |
10,428.80 |
42.20 |
0.4% |
10,368.60 |
Close |
10,427.20 |
10,489.90 |
62.70 |
0.6% |
10,427.20 |
Range |
101.80 |
81.40 |
-20.40 |
-20.0% |
163.40 |
ATR |
94.41 |
93.59 |
-0.81 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,720.50 |
10,686.60 |
10,534.67 |
|
R3 |
10,639.10 |
10,605.20 |
10,512.29 |
|
R2 |
10,557.70 |
10,557.70 |
10,504.82 |
|
R1 |
10,523.80 |
10,523.80 |
10,497.36 |
10,540.75 |
PP |
10,476.30 |
10,476.30 |
10,476.30 |
10,484.78 |
S1 |
10,442.40 |
10,442.40 |
10,482.44 |
10,459.35 |
S2 |
10,394.90 |
10,394.90 |
10,474.98 |
|
S3 |
10,313.50 |
10,361.00 |
10,467.52 |
|
S4 |
10,232.10 |
10,279.60 |
10,445.13 |
|
|
Weekly Pivots for week ending 28-Jan-2005 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,932.80 |
10,843.40 |
10,517.07 |
|
R3 |
10,769.40 |
10,680.00 |
10,472.14 |
|
R2 |
10,606.00 |
10,606.00 |
10,457.16 |
|
R1 |
10,516.60 |
10,516.60 |
10,442.18 |
10,561.30 |
PP |
10,442.60 |
10,442.60 |
10,442.60 |
10,464.95 |
S1 |
10,353.20 |
10,353.20 |
10,412.22 |
10,397.90 |
S2 |
10,279.20 |
10,279.20 |
10,397.24 |
|
S3 |
10,115.80 |
10,189.80 |
10,382.27 |
|
S4 |
9,952.40 |
10,026.40 |
10,337.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,532.00 |
10,369.40 |
162.60 |
1.6% |
92.12 |
0.9% |
74% |
False |
False |
|
10 |
10,628.90 |
10,368.60 |
260.30 |
2.5% |
96.32 |
0.9% |
47% |
False |
False |
|
20 |
10,867.40 |
10,368.60 |
498.80 |
4.8% |
101.01 |
1.0% |
24% |
False |
False |
|
40 |
10,868.10 |
10,368.60 |
499.50 |
4.8% |
90.69 |
0.9% |
24% |
False |
False |
|
60 |
10,868.10 |
10,128.00 |
740.10 |
7.1% |
89.19 |
0.9% |
49% |
False |
False |
|
80 |
10,868.10 |
9,708.40 |
1,159.70 |
11.1% |
94.22 |
0.9% |
67% |
False |
False |
|
100 |
10,868.10 |
9,708.40 |
1,159.70 |
11.1% |
91.43 |
0.9% |
67% |
False |
False |
|
120 |
10,868.10 |
9,708.40 |
1,159.70 |
11.1% |
91.80 |
0.9% |
67% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,856.15 |
2.618 |
10,723.31 |
1.618 |
10,641.91 |
1.000 |
10,591.60 |
0.618 |
10,560.51 |
HIGH |
10,510.20 |
0.618 |
10,479.11 |
0.500 |
10,469.50 |
0.382 |
10,459.89 |
LOW |
10,428.80 |
0.618 |
10,378.49 |
1.000 |
10,347.40 |
1.618 |
10,297.09 |
2.618 |
10,215.69 |
4.250 |
10,082.85 |
|
|
Fisher Pivots for day following 31-Jan-2005 |
Pivot |
1 day |
3 day |
R1 |
10,483.10 |
10,476.07 |
PP |
10,476.30 |
10,462.23 |
S1 |
10,469.50 |
10,448.40 |
|